What's that piece for? If I take it off, will it leave marks?

Scratch protection if I remember correctly.

^yes it is for rock chips and such. you can take it off if you wish.

Ya take it off.

for you guys that took it off...do you guys notice more rock chips after??? and is it just a peel off thing cause im starting to get some white build up on the outside edges

Those plastic pieces serve a purpose, kinda like a clear bra. Keeps you from having rock chips....leave them alone!
Gary

Be very careful if you decide to remove the protective plastic. I did the same thing because the edges were collecting dirt but when removed, it took the paint off the rocker panel with it.